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Compare investment strategies

Meme/AI/Space Stock Basket with VIX Fade and 3x Dips vs Domestic Leveraged Sector Trend Rotation

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily, high risk, leveraged etfs, long/short, managed futures, mean-reversion, meme stocks, momentum, regime-switching, tactical, volatility

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.30

—

Beta vs SPY, out-of-sample (out-of-sample)

1.26

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.34

—

Trading activity

Annualized turnover, backtest period (backtest)

76.53

—

Annualized turnover, out-of-sample period (out-of-sample)

75.86

—

Daily win rate, backtest period (backtest)

52.04%

—

Daily win rate, out-of-sample period (out-of-sample)

49.89%

—

Backtest

Backtest final value (from $10,000)

$416k

—

Backtest regulatory fees

$1,479

—

Backtest slippage cost

$9,950

—

Returns

Backtest length

563

—

Out-of-sample length

439

—

Return, backtest period (annualized) (backtest)

428.68%

—

Return, backtest period (cumulative) (backtest)

4055%

—

Return, out-of-sample period (annualized) (out-of-sample)

39.70%

67.14%

Return, out-of-sample period (cumulative) (out-of-sample)

79.27%

4.80%

Return, trailing 1 day (out-of-sample)

-0.30%

—

Return, trailing 1 month (out-of-sample)

-10.74%

4.80%

Return, trailing 1 week (out-of-sample)

-5.79%

—

Return, trailing 1 year (backtest)

-7.56%

—

Return, trailing 1 year (out-of-sample)

-7.57%

0.00%

Return, trailing 2 weeks (out-of-sample)

-10.70%

—

Return, trailing 3 months (out-of-sample)

4.43%

0.00%

SPY annualized return over the backtest window (backtest)

17.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

12.78

—

Calmar ratio, out-of-sample period (out-of-sample)

1.18

53.07

Maximum drawdown, backtest period (backtest)

-33.55%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-33.55%

-1.27%

Sharpe ratio, backtest period (backtest)

2.48

—

Sharpe ratio, out-of-sample period (out-of-sample)

0.84

4.69

Sortino ratio, backtest period (backtest)

5.11

—

Sortino ratio, out-of-sample period (out-of-sample)

1.39

—

Standard deviation, backtest period (backtest)

79.64%

—

Standard deviation, out-of-sample period (out-of-sample)

63.20%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.35

—

Construction

Logic complexity (node count)

230

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources